The rocket thing is probably quite on purpose - it stretches out the conflicts with the fliers a bit more, add a bit of strategy as you must keep grabbing rockets. There's always a supply box nearby once it comes down to it. Imagine if you could kill the flier that attacks you at the bridge from that first office, or could take out the first flier you see at Nova Prospekt before the second one shows up. The ammo in HL2 is purposefully limited - in "Raising the Bar" the designers discuss the desire to add more tension and fear, so they took out the typical "breadcrumbs" style health and ammo scattered everywhere. Hell, Gordon still has the ability to hold 10 large weapons at any time, I'm surprised they didn't go with the two/three weapon fad of late (ie your beloved Far Cry, or Halo).
As for the story, I do think a few nuggets more would have been nice - "Raising the Bar" lays out a lot more story elements, such as having Kleiner show you a slideshow illustrating how the aliens softened up the human race before the Combine take over in a 7-hour war. I suppose Valve felt in the end that it would be better to have the story told in a less direct manner. I think it gives the game a unique feel. You don't have objective screens before missions, you just go with the flow.
And as for the "gimmick" missions - I think the Antlion levels were hugely innovative, and the "gimmicks" provided great changes of pace. I liked Far Cry a lot, but it had nothing but standard gun battles with the enemy. And don't get me started on how ridiculously hard it got right near the end (volcano pit, anyone?). The final battle with the Doctor was one of the most frustrating, random FSP moments in memory. Let's start the player behind a desk, with four elite troops tossing grenades over it and a superpowered, rocket-launching mutant hopping freely around. Oh, and do all this in a small room, with poor cover.